P2.T5. Market Risk (25%)

Nicole Seaman
  • Sticky
Course 2025 - Errors in BT Materials - Topic 5 Market Risk
Replies
0
Views
1K
Nicole Seaman
Nicole Seaman
M
Update of P2.T5.
Replies
1
Views
471
Nicole Seaman
Nicole Seaman
sleepybird
Just a technical clarification on T5.c/Mapping a two-bond portfolio (Jorion 11-2)
Replies
4
Views
1K
Clay Carter
Clay Carter
K
[Chp7] misalignment of the video contents and the GARP text book regarding the correlation crisis
Replies
0
Views
256
kc
K
Shau_2207
Clean and Hypo PnL for Backtesting
Replies
0
Views
607
Shau_2207
Shau_2207
Nicole Seaman
  • Locked
Course Errors Found in 2024 Study Materials P2.T5. MarketRisk
Replies
2
Views
1K
Clay Carter
Clay Carter
N
Backtesting Var models
Replies
2
Views
789
NAndr5521
N
R
Short Equity T + long Mezzannine T (correlation impact?)
Replies
17
Views
10K
Clay Carter
Clay Carter
A
Practice question 3 - Backtesting VaR
Replies
18
Views
11K
David Harper CFA FRM
David Harper CFA FRM
Shau_2207
Science of Term Structure- Arbitrage pricing multiple periods
Replies
17
Views
2K
FGarc9983
F
C
Instructional Videos Access
Replies
8
Views
3K
Nicole Seaman
Nicole Seaman
A
Chapter 7 Correlation Basics EOC question answers missing
Replies
0
Views
560
AUola2165
A
J
VaR of a Portfolio of Bond Futures (spread trade)
Replies
3
Views
1K
gsarm1987
gsarm1987
Nicole Seaman
  • Locked
Errors Found in 2023 Study Materials P2.T5 Market Risk
Replies
9
Views
3K
PProd3209
P
X
GARP.FRM.PQ.P2 2016 Practice exam q 64 volatility smile (garp16-p2-64)
Replies
19
Views
10K
gsarm1987
gsarm1987
P
jorion chapter 11 mapping var
2
Replies
38
Views
12K
jchun8523
J
P
GARP 2017 Practice Exam Q17 (Part 2)
Replies
1
Views
878
yLam4028
Y
A
Query - Accrued Interest & Invoice Price
Replies
4
Views
2K
Nicole Seaman
Nicole Seaman
P
Study Notes and Vital Source
Replies
1
Views
805
prianthar
P
I
Fixed income mapping
Replies
16
Views
9K
Vedshah3949
V
D
Lognormal VaR < normal VaR
Replies
1
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
  • Locked
Course Errors Found in 2021/2022 Study Materials P2.T5. Market Risk
2
Replies
22
Views
6K
Shau_2207
Shau_2207
S
[VaR Mapping] Cash-Flow Mapping
Replies
14
Views
6K
yLam4028
Y
enjofaes
Science of term structure CMT swap
Replies
1
Views
737
gsarm1987
gsarm1987
M
Delta of a forward chart
Replies
2
Views
935
mbbx5va2
M
F
Explain Correlation-weighted HS example
Replies
1
Views
1K
David Harper CFA FRM
David Harper CFA FRM
A
OAS Spread questions
Replies
0
Views
764
ACosi0578
A
S
Vasicek model recombining tree
Replies
7
Views
4K
David Harper CFA FRM
David Harper CFA FRM
X
CDS on the Senior tranche of the CDO with tranche correlation
Replies
1
Views
2K
David Harper CFA FRM
David Harper CFA FRM
M
Vasicek model used to derive the UL
Replies
0
Views
876
MZHAO0430
M
H
CDO Tranche Spreads with respect to Correlation between Assets in CDO
Replies
2
Views
3K
HHo0951
H
You must log in or register to post here.
Top